+7,262.2%
CB vs ROP
+16,219.7%
-8,957.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +2.6% | +9.2% | -6.6% | -0.1% |
| 30D | +11.2% | +35.5% | -24.3% | +1.4% |
| 3M | +5.7% | +24.4% | -18.7% | -1.2% |
| 6M | +15.9% | +38.0% | -22.1% | +4.7% |
| YTD | +20.2% | +11.1% | +9.1% | +15.1% |
| 1Y | +32.4% | +10.9% | +21.5% | +26.8% |
| 3Y | +75.5% | -0.5% | +75.9% | +72.5% |
| 5Y | +105.5% | +4.5% | +101.0% | +97.7% |
| 10Y | +258.5% | +207.5% | +51.1% | +154.1% |
| All | +7,262.2% | +16,219.7% | -8,957.6% | +2,913.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling